+13.3%
ANET vs WYNN
-34.2%
+47.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.7% | -7.1% | -9.8% |
| 7D | -13.6% | +6.9% | -20.5% | -14.8% |
| 30D | -26.1% | +3.5% | -29.6% | -26.5% |
| 3M | -19.3% | -21.4% | +2.1% | -12.5% |
| 6M | -6.5% | -25.0% | +18.5% | +2.9% |
| YTD | +21.5% | -33.6% | +55.1% | +39.0% |
| 1Y | +13.3% | -36.0% | +49.4% | +31.5% |
| All | +13.3% | -34.2% | +47.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling